ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 127-065 127-235 0-170 0.4% 125-280
High 128-000 128-085 0-085 0.2% 127-180
Low 126-315 127-135 0-140 0.3% 125-245
Close 127-265 128-020 0-075 0.2% 127-130
Range 1-005 0-270 -0-055 -16.9% 1-255
ATR 0-200 0-205 0-005 2.5% 0-000
Volume 1,465,533 1,702,895 237,362 16.2% 6,341,484
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 130-143 130-032 128-168
R3 129-193 129-082 128-094
R2 128-243 128-243 128-070
R1 128-132 128-132 128-045 128-188
PP 127-293 127-293 127-293 128-001
S1 127-182 127-182 127-315 127-238
S2 127-023 127-023 127-290
S3 126-073 126-232 127-266
S4 125-123 125-282 127-192
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 132-097 131-208 128-126
R3 130-162 129-273 127-288
R2 128-227 128-227 127-235
R1 128-018 128-018 127-183 128-122
PP 126-292 126-292 126-292 127-024
S1 126-083 126-083 127-077 126-188
S2 125-037 125-037 127-025
S3 123-102 124-148 126-292
S4 121-167 122-213 126-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-085 126-185 1-220 1.3% 0-265 0.6% 88% True False 1,490,000
10 128-085 125-140 2-265 2.2% 0-216 0.5% 93% True False 1,184,909
20 128-085 125-125 2-280 2.2% 0-193 0.5% 93% True False 913,186
40 128-085 125-090 2-315 2.3% 0-187 0.5% 93% True False 889,773
60 128-240 125-010 3-230 2.9% 0-175 0.4% 82% False False 594,585
80 129-195 125-010 4-185 3.6% 0-159 0.4% 66% False False 445,996
100 129-195 125-010 4-185 3.6% 0-127 0.3% 66% False False 356,797
120 129-195 125-010 4-185 3.6% 0-106 0.3% 66% False False 297,331
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-272
2.618 130-152
1.618 129-202
1.000 129-035
0.618 128-252
HIGH 128-085
0.618 127-302
0.500 127-270
0.382 127-238
LOW 127-135
0.618 126-288
1.000 126-185
1.618 126-018
2.618 125-068
4.250 123-268
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 127-317 127-293
PP 127-293 127-247
S1 127-270 127-200

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols